Higher order PDE’s and iterated processes

DOI10.1090/S0002-9947-07-04437-6zbMath1157.60071arXivmath/0508262MaRDI QIDQ5442146

Erkan Nane

Publication date: 15 February 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508262

zbMATH Keywords

\(\alpha\)-stable processesFeynman-Kac formulaesubordinate killed Brownian motion\(\alpha\)-time processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Stable stochastic processes (60G52)

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